【57页精品】Fast Learning Rate of Multiple Kernel Learning: Trade-Off between Sparsity and Smoothness

Abstract: We investigate the learning rate of multiple kernel leaning (MKL) with$\ell_1$ and elastic-net regularizations. The elastic-net regularization is acomposition of an $\ell_1$-regularizer for inducing the sparsity and an$\ell_2$-regularizer for controlling the smoothness. We focus on a sparsesetting where the total number of ..